-8.2%
PGR vs MSTU
-87.7%
+79.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.6% | -2.9% | +0.7% |
| 7D | -0.6% | -16.6% | +16.0% | -0.8% |
| 30D | +4.9% | +69.7% | -64.8% | +5.8% |
| 3M | +7.6% | -7.5% | +15.1% | +8.0% |
| 6M | +8.3% | -43.1% | +51.4% | +8.2% |
| YTD | +1.7% | -63.0% | +64.8% | +1.9% |
| 1Y | -6.8% | -93.8% | +86.9% | -7.1% |
| All | -8.2% | -87.7% | +79.4% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MSTU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling